NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 132.24 132.24 0.00 0.0% 125.85
High 133.45 133.60 0.15 0.1% 135.49
Low 131.98 128.28 -3.70 -2.8% 125.08
Close 132.90 128.94 -3.96 -3.0% 132.24
Range 1.47 5.32 3.85 261.9% 10.41
ATR 3.37 3.51 0.14 4.1% 0.00
Volume 136,725 103,610 -33,115 -24.2% 455,346
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 146.23 142.91 131.87
R3 140.91 137.59 130.40
R2 135.59 135.59 129.92
R1 132.27 132.27 129.43 131.27
PP 130.27 130.27 130.27 129.78
S1 126.95 126.95 128.45 125.95
S2 124.95 124.95 127.96
S3 119.63 121.63 127.48
S4 114.31 116.31 126.01
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 162.17 157.61 137.97
R3 151.76 147.20 135.10
R2 141.35 141.35 134.15
R1 136.79 136.79 133.19 139.07
PP 130.94 130.94 130.94 132.08
S1 126.38 126.38 131.29 128.66
S2 120.53 120.53 130.33
S3 110.12 115.97 129.38
S4 99.71 105.56 126.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.49 128.28 7.21 5.6% 4.22 3.3% 9% False True 120,229
10 135.49 120.61 14.88 11.5% 3.76 2.9% 56% False False 81,391
20 135.49 108.95 26.54 20.6% 3.66 2.8% 75% False False 58,980
40 135.49 98.55 36.94 28.6% 3.18 2.5% 82% False False 37,514
60 135.49 97.33 38.16 29.6% 3.22 2.5% 83% False False 28,394
80 135.49 86.15 49.34 38.3% 2.89 2.2% 87% False False 22,248
100 135.49 84.33 51.16 39.7% 2.66 2.1% 87% False False 18,461
120 135.49 84.33 51.16 39.7% 2.40 1.9% 87% False False 15,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156.21
2.618 147.53
1.618 142.21
1.000 138.92
0.618 136.89
HIGH 133.60
0.618 131.57
0.500 130.94
0.382 130.31
LOW 128.28
0.618 124.99
1.000 122.96
1.618 119.67
2.618 114.35
4.250 105.67
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 130.94 130.99
PP 130.27 130.31
S1 129.61 129.62

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These figures are updated between 7pm and 10pm EST after a trading day.

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